BNP Paribas Call 125 6MK 17.01.2025
/ DE000PN7FA77
BNP Paribas Call 125 6MK 17.01.20.../ DE000PN7FA77 /
| 04/07/2024 21:50:37 |
Chg.-0.030 |
Bid04/07/2024 |
Ask04/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-3.53% |
0.820
Bid Size: 11,000 |
0.850
Ask Size: 11,000 |
MERCK CO. D... |
125.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PN7FA7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
17/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
-0.84 |
| Time value: |
0.90 |
| Break-even: |
134.00 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
6.08 |
| Rho: |
0.25 |
Quote data
| Open: |
0.840 |
| High: |
0.860 |
| Low: |
0.810 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.70% |
| 1 Month |
|
|
-24.77% |
| 3 Months |
|
|
-30.51% |
| YTD |
|
|
+105.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.850 |
| 1M High / 1M Low: |
1.350 |
0.850 |
| 6M High / 6M Low: |
1.440 |
0.740 |
| High (YTD): |
28/03/2024 |
1.440 |
| Low (YTD): |
02/01/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.062 |
| Avg. volume 6M: |
|
167.512 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.64% |
| Volatility 6M: |
|
114.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
